All Country World 80/20 vs Craig Israelsen 7Twelve Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Craig Israelsen 7Twelve Portfolio obtained a 6.60% compound annual return, with a 9.74% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Craig Israelsen 7Twelve Portfolio
Risk Very High High
Asset Allocation Stocks 80% 50%
Fixed Income 20% 33.34%
Commodities 0% 16.66%
30 Years Stats Return +6.32% +6.60%
Std Dev 12.69% 9.74%
Max Drawdown -47.32% -37.96%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Craig Israelsen 7Twelve Portfolio -2.34 -2.59 -7.68 +3.63 +3.71 +6.60 +8.43
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1000$, since June 1993, now would be worth 6794.40$, with a total return of 579.44% (6.60% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Craig Israelsen 7Twelve Portfolio: an investment of 1000$, since January 1985, now would be worth 22377.60$, with a total return of 2137.76% (8.43% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Craig Israelsen 7Twelve Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-37.96% Jun 2008 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.90% Jan 2020 Mar 2020
-14.54% Jul 2014 Feb 2016
-13.54% Apr 1998 Aug 1998
-13.50% May 2011 Sep 2011
-13.28% Apr 2022 Sep 2022
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.05% Feb 2001 Sep 2001
-9.83% Oct 2018 Dec 2018
-6.66% Feb 1994 Nov 1994
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.06% Apr 2004 Apr 2004
-4.62% May 2019 May 2019

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Craig Israelsen 7Twelve Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-37.96% Jun 2008 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-17.90% Jan 2020 Mar 2020
-14.54% Jul 2014 Feb 2016
-13.54% Apr 1998 Aug 1998
-13.50% May 2011 Sep 2011
-13.43% Sep 1987 Nov 1987
-13.28% Apr 2022 Sep 2022
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.05% Feb 2001 Sep 2001
-9.83% Oct 2018 Dec 2018
-6.66% Feb 1994 Nov 1994
-6.64% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Craig Israelsen 7Twelve Portfolio
2023
 +6.47% -0.07%
2022
 -17.17% -7.91%
2021
 +14.21% +16.41%
2020
 +14.55% +3.64%
2019
 +23.35% +17.04%
2018
 -7.79% -6.60%
2017
 +20.43% +11.15%
2016
 +7.66% +7.88%
2015
 -1.32% -6.71%
2014
 +4.31% -0.27%
2013
 +17.86% +9.98%
2012
 +15.19% +9.05%
2011
 -4.38% -0.33%
2010
 +12.00% +12.87%
2009
 +28.02% +19.77%
2008
 -34.37% -24.01%
2007
 +8.92% +11.31%
2006
 +15.95% +12.08%
2005
 +8.00% +11.36%
2004
 +11.86% +14.33%
2003
 +26.95% +25.20%
2002
 -14.55% +4.93%
2001
 -11.36% -4.66%
2000
 -9.84% +11.53%
1999
 +20.74% +19.24%
1998
 +17.65% -1.40%
1997
 +11.46% +7.34%
1996
 +10.54% +16.09%
1995
 +17.60% +18.64%
1994
 +1.26% -1.53%
1993
 +20.51% +17.28%
1992
 -3.52% +5.45%
1991
 +17.30% +26.17%
1990
 -13.44% +1.68%
1989
 +14.69% +27.09%
1988
 +18.54% +17.78%
1987
 +13.56% +3.08%
1986
 +37.13% +16.22%
1985
 +37.92% +24.57%